VANGUARD U.S. MULTIFACTOR ETF ETF SHARES
Symbol: VFMF
Exchange: BATS
Sector: Financial_Services
Category: Mid-Cap Value
Inception date: 13/02/2018
Latest date: 15/10/2026
Current price: $185.09
Expense ratio: 0.18%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.49%
Ann. -32.00% (Sharpe / Sortino numerator)
Volatility
16.03%
Sharpe ratio
-2.223
VaR 95%
-1.50%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.42%
Ann. 14.38% (Sharpe / Sortino numerator)
Volatility
14.73%
Sharpe ratio
0.730
VaR 95%
-1.50%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
14.37%
Ann. 19.62% (Sharpe / Sortino numerator)
Volatility
14.39%
Sharpe ratio
1.111
VaR 95%
-1.51%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
30.93%
Ann. 23.78% (Sharpe / Sortino numerator)
Volatility
18.79%
Sharpe ratio
1.072
VaR 95%
-1.55%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
43.35%
Ann. 13.80% (Sharpe / Sortino numerator)
Volatility
17.50%
Sharpe ratio
0.581
VaR 95%
-1.56%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
87.55%
Ann. 18.50% (Sharpe / Sortino numerator)
Volatility
16.59%
Sharpe ratio
0.897
VaR 95%
-1.51%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.11%
Best day
2.655%
Worst day
-1.719%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $183.36 | $185.09 | $183.36 | $185.09 | 74,600 |
| 14/10/2026 | $183.16 | $183.16 | $181.65 | $182.82 | 79,600 |
| 13/10/2026 | $183.91 | $184.37 | $182.94 | $183.78 | 47,100 |
| 12/10/2026 | $183.33 | $183.59 | $183.09 | $183.30 | 52,800 |
| 09/10/2026 | $183.32 | $183.35 | $182.59 | $182.93 | 98,900 |
| 08/10/2026 | $180.87 | $182.97 | $180.69 | $182.64 | 103,600 |
| 07/10/2026 | $180.99 | $182.57 | $180.39 | $180.91 | 84,900 |
| 06/10/2026 | $181.96 | $182.37 | $181.38 | $181.62 | 74,000 |
| 05/10/2026 | $181.19 | $182.40 | $180.18 | $181.83 | 71,100 |
| 02/10/2026 | $181.25 | $181.57 | $180.14 | $180.81 | 75,700 |